Market, credit, liquidity, operational, and collateral risk.
36 published titles · Same filter in catalogue
Curated sequences that include this topic.
Shelf notes for books in this topic.
A comprehensive guide on algorithmic adjoint differentiation and parallel simulations in finance.
This volume focuses on building professional derivative scripting systems with an emphasis on xVA applications.
This work addresses the complexities of funding and capital valuation adjustments in global financial markets post-2008.
When Genius Failed: The Rise and Fall of Long-Term Capital Management
This book provides a detailed narrative of the rise and fall of Long-Term Capital Management.
Value at Risk: The New Benchmark for Managing Financial Risk
This work serves as an industry standard reference on Value at Risk methodologies.
Treasury Risk Management: A Guide to Managing Market and Credit Risk
This guide offers a treasury-specific perspective on managing market and credit risks.
The Yen Carry Trade and Other Financial Crises
An exploration of carry trade mechanics and associated crisis scenarios.
The Failure of the Financial System and How to Repair It
This work offers a comprehensive examination of the 2008 financial crisis and subsequent regulatory reforms.
The Black Swan: The Impact of the Highly Improbable
An essential exploration of Black Swan events and tail risks in markets.
Systemic Risk: A Mechanism-Based Approach
This work provides an analysis of systemic risk mechanisms and contagion in financial systems.
Stress Testing and Scenario Analysis: Applications to Financial Markets
This work provides a guide to stress testing frameworks with a regulatory focus.
Operational Risk: Measurement and Management
A comprehensive guide to operational risk measurement and management.
Managing Credit Risk: The Great Challenge for Global Financial Markets
A practical guide for credit risk measurement and management.
Liquidity Management: A Funding Risk Handbook
A comprehensive guide to the Basel III liquidity framework.
Guidance on Model Risk Management
A comprehensive framework for model risk governance and validation.
Funding Strategies: Accessing and Managing Liquidity
This book serves as a detailed resource on bank funding strategies and liquidity management.
This work explores the mechanisms of financial contagion and their implications for policy.
Expected Shortfall as a Performance Measure
This work discusses the expected shortfall framework as a performance measure in risk management.
Cybersecurity in Financial Services: Frameworks and Best Practices
This book provides a framework for cybersecurity and operational resilience in financial services.
Cyber Risk and Insurance: New Challenges for the Insurance Industry
This book explores the implications of cyber risk for the insurance sector.
Credit Risk Modeling: Theory and Application
This work offers a comprehensive examination of credit risk models.
A critical examination of counterparty risk and CVA in the context of post-2008 financial markets.
Corporate Treasury and Cash Management: A Guide for CFOs and Treasurers
This guide offers insights into cash management and liquidity strategies for finance executives.
This work focuses on corporate hedging strategies for managing commodity exposure.
Practitioner guide for treasury and markets
Luigi Pascal Rondanini · David Axtell · 2026 · Rondanini
Spot, forwards, swaps, and NDFs for corporate treasurers, traders, and risk managers—operations-first, institutionally framed.
The Remarkable Story of Risk
Peter L. Bernstein · 1998 · John Wiley & Sons
History of risk ideas for finance readers.
Nassim Nicholas Taleb · 2012 · Random House
In 'Antifragile: Things That Gain From Disorder', Nassim Nicholas Taleb explores the concept of antifragility, which describes systems that benefit from chaos and uncertainty. This book delves into risk management, decision-making, and the implications of disorder across various domains, making it essential for traders, investors, and strategists alike.
Funding and Risk
Jacques Bessis · 2011 · John Wiley & Sons
This comprehensive guide on bank balance sheet management focuses on liquidity, funding, and risk. It is designed for finance professionals involved in treasury operations, risk management, and banking, providing practical insights into effective balance sheet strategies.
Anat R. Admati · Martin Hellwig · 2013 · John Wiley & Sons
This comprehensive tutorial on Basel III provides an in-depth examination of the regulatory framework designed to enhance the stability of the banking sector. It covers key reforms aimed at improving risk management and compliance in financial institutions.
Basel Committee Banking Supervision · 2017 · Bcbs
This comprehensive text outlines the Basel III framework, focusing on capital adequacy and the calculation of risk-weighted assets. It serves as a crucial resource for risk managers and compliance professionals navigating regulatory requirements in the banking sector.
Financial Stability Board · 2017 · Fsb
This publication from the Financial Stability Board explores the evolving landscape of collateral management within the context of central clearing. It focuses on regulatory developments and their implications for risk management practices in derivatives markets.
Amir D. Singh · James Aitken · 2009 · John Wiley & Sons
This comprehensive guide addresses the complexities of collateral management and its critical role in mitigating counterparty risk within financial markets. It is particularly relevant for professionals dealing with derivatives and treasury operations, providing practical insights and methodologies.
Chris Redhead · 2008 · John Wiley & Sons
Commodity Risk Management by Chris Redhead provides an in-depth exploration of risk management strategies specifically tailored for the commodities market. This intermediate-level text is essential for treasurers, risk managers, and finance executives seeking to navigate the complexities of commodity pricing and risk assessment.
Ian H. Giddy · 2003 · John Wiley & Sons
Corporate hedging and treasury risk framing.
Richard Sheedy · 2013 · John Wiley & Sons
This comprehensive guide delves into corporate treasury and cash management, tailored for CFOs and treasurers. It covers essential aspects of treasury operations, risk management, and funding strategies, providing practical insights for financial executives.
A Continuing Challenge for Global Financial Markets, 2nd Edition
Jon Gregory · 2012 · John Wiley & Sons
This book provides a comprehensive examination of counterparty credit risk and credit value adjustment, essential for understanding the challenges faced by global financial markets. It addresses the evolution of counterparty risk management practices and the implications for financial institutions.
Jon Gregory · 2010 · John Wiley & Sons
This comprehensive volume addresses the intricacies of counterparty risk and credit valuation adjustment (CVA) within global financial markets. It delves into the methodologies and regulatory frameworks that shape risk management practices, particularly in derivatives trading.
David Lando · 2004 · Princeton University Press
Theoretical and applied credit risk.
Michel Crouhy et al. · 2000 · John Wiley & Sons
This comprehensive volume on credit risk modeling provides an in-depth exploration of both theoretical frameworks and practical applications. It covers essential methodologies for assessing credit risk, making it a crucial resource for practitioners in risk management and quantitative analysis.
Michael Eling · Nadine Schnell · 2016 · John Wiley & Sons
This book addresses the evolving landscape of cyber risk and its implications for the insurance industry. It explores the challenges faced by insurers in underwriting cyber risks and the development of appropriate insurance products.
Kevin Mandia · 2018 · John Wiley & Sons
This comprehensive guide addresses the critical intersection of cybersecurity and financial services, offering frameworks and best practices essential for risk managers and technology professionals. It outlines strategies to mitigate risks associated with cyber threats in the financial sector.
Nassim Nicholas Taleb · 1997 · John Wiley & Sons
Options trading and hedging from a practitioner’s perspective.
Yoshitaka Yamai · Hiroshi Yoshiba · 2005 · Boj
This concise volume explores the concept of expected shortfall as a key performance measure in risk management. It provides practitioners with quantitative insights into assessing risk exposure and performance evaluation.
Donald Kaufman · Michael Scott · 2003 · John Wiley & Sons
Financial Contagion explores the mechanisms and implications of risk transmission across financial markets during crises. The authors, Donald Kaufman and Michael Scott, provide insights into market dynamics and the role of risk management in mitigating the effects of contagion.
Philippe Jorion · 2010 · John Wiley & Sons
FRM-oriented risk management compendium.
Uwe Wystup · Jürgen Hakala · 2002 · Risk Books
This comprehensive text delves into the intricacies of foreign exchange risk, exploring various models, instruments, and strategies essential for effective risk management. It is particularly relevant for professionals engaged in FX trading and analysis, providing a robust framework for understanding and mitigating currency risk.
Glenn Anderson · William Remeza · 2013 · Risk Books
This comprehensive guide delves into effective funding strategies for managing liquidity, tailored for treasury and risk management professionals. It covers key methodologies and frameworks essential for CFOs, treasurers, and bank executives in navigating liquidity challenges.
Federal Reserve · 2011 · Frb
This document provides comprehensive guidance on model risk management, focusing on the identification, assessment, and control of risks associated with the use of models in financial institutions. It is particularly relevant for risk managers and quantitative analysts in middle office roles.
BPP Learning Media · 2013 · BPP Learning Media
Practical hedge accounting primer.
3rd Edition
Geert Bekaert · Robert J. Hodrick · 2017 · Cambridge University Press
This comprehensive text delves into the complexities of international financial management, focusing on foreign exchange (FX) markets, treasury operations, and risk management strategies. It is designed for intermediate readers, including treasurers, analysts, and students seeking to understand the global financial landscape.
Basel Committee Banking Supervision · 2013 · Bcbs
Liquidity Management: A Funding Risk Handbook provides essential insights into the management of liquidity risk within banking institutions. It covers regulatory frameworks, funding strategies, and risk management techniques critical for treasurers and risk managers.
John Caouette et al. · 2011 · John Wiley & Sons
This comprehensive guide addresses the complexities of managing credit risk in global financial markets. It offers insights into risk assessment methodologies and the regulatory landscape, making it essential for finance professionals involved in risk management.
Carol Alexander · 2008 · John Wiley & Sons
Market Risk Analysis Volume IV: Value at Risk Models offers an in-depth exploration of Value-at-Risk (VaR) models, essential for analysts and risk managers. This volume builds on foundational concepts from previous volumes, providing rigorous treatments of various VaR methodologies and their applications across different asset classes.
Paul Embrechts et al. · 1997 · Springer
This comprehensive text delves into the modelling of extremal events, focusing on their implications for both insurance and finance. It integrates theoretical foundations with practical applications, making it a vital resource for professionals in risk management and quantitative finance.
Scripting for Derivatives and xVA
Antoine Savine · Jesper Andreasen · 2021 · John Wiley & Sons
Second volume: building professional derivative scripting systems—cash-flow representation, branching, American Monte Carlo hooks, and how scripting supports xVA-style portfolio interrogation. Written for quant devs and library architects who must ship maintainable payoff DSLs.
AAD and Parallel Simulations
Antoine Savine · Leif B. G. Andersen · 2018 · John Wiley & Sons
Institutional quant text on algorithmic adjoint differentiation (AAD), parallel Monte Carlo, and implementation-minded pricing/risk—written by practitioners who shipped large bank systems. Pairs naturally with scripting and xVA volumes for a full modern computational stack.
Chernobai et al. · 2007 · Butterworth Heinemann
This comprehensive text addresses the critical aspects of operational risk measurement and management. It provides insights into methodologies and frameworks essential for risk managers and operations professionals in navigating the complexities of operational risk within financial institutions.
Global edition
John C. Hull · 2021 · Pearson
The standard graduate-level derivatives text.
Euan Sinclair · 2010 · John Wiley & Sons
Option Trading: Pricing and Volatility Strategies and Techniques by Euan Sinclair is a detailed guide for practitioners in the options market, covering essential topics such as pricing, volatility measurement, and hedging techniques. This resource is designed for traders and analysts seeking to enhance their understanding of options trading strategies in various market conditions.
Updated Edition
Sheldon Natenberg · 2015 · McGraw-Hill
Sheldon Natenberg's 'Option Volatility and Pricing' is an essential resource for practitioners in the fields of FX and derivatives trading. This updated edition provides advanced trading strategies and risk management techniques crucial for navigating the complexities of option markets.